ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	124-155	124-207	0-052	0.1%	124-087
High	124-217	124-240	0-023	0.1%	124-240
Low	124-147	124-185	0-038	0.1%	124-022
Close	124-205	124-215	0-010	0.0%	124-215
Range	0-070	0-055	-0-015	-21.4%	0-218
ATR	0-083	0-081	-0-002	-2.4%	0-000
Volume	487,466	531,963	44,497	9.1%	2,575,626

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-058	125-032	124-245
R3	125-003	124-297	124-230
R2	124-268	124-268	124-225
R1	124-242	124-242	124-220	124-255
PP	124-213	124-213	124-213	124-220
S1	124-187	124-187	124-210	124-200
S2	124-158	124-158	124-205
S3	124-103	124-132	124-200
S4	124-048	124-077	124-185

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-173	126-092	125-015
R3	125-275	125-194	124-275
R2	125-057	125-057	124-255
R1	124-296	124-296	124-235	125-016
PP	124-159	124-159	124-159	124-179
S1	124-078	124-078	124-195	124-118
S2	123-261	123-261	124-175
S3	123-043	123-180	124-155
S4	122-145	122-282	124-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	124-022	0-218	0.5%	0-092	0.2%	89%	True	False	515,125
10	124-240	123-292	0-268	0.7%	0-087	0.2%	91%	True	False	420,364
20	124-240	123-222	1-018	0.8%	0-082	0.2%	93%	True	False	462,806
40	124-247	123-222	1-025	0.9%	0-070	0.2%	91%	False	False	436,206
60	124-247	123-130	1-117	1.1%	0-076	0.2%	93%	False	False	422,436
80	124-247	123-100	1-147	1.2%	0-069	0.2%	93%	False	False	317,554
100	124-247	123-040	1-207	1.3%	0-056	0.1%	94%	False	False	254,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-154
2.618	125-064
1.618	125-009
1.000	124-295
0.618	124-274
HIGH	124-240
0.618	124-219
0.500	124-212
0.382	124-206
LOW	124-185
0.618	124-151
1.000	124-130
1.618	124-096
2.618	124-041
4.250	123-271

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	124-214	124-188
PP	124-213	124-161
S1	124-212	124-134

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These figures are updated between 7pm and 10pm EST after a trading day.

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